+12.0%
TXT vs RJF
+107.4%
-95.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -0.2% | +1.8% | -2.0% | -1.1% |
| 30D | -11.1% | 0.0% | -11.1% | -11.1% |
| 3M | -13.0% | +18.0% | -31.0% | -20.3% |
| 6M | -16.2% | +17.0% | -33.2% | -23.1% |
| YTD | -8.7% | +11.1% | -19.8% | -14.6% |
| 1Y | -3.8% | +8.0% | -11.7% | -8.8% |
| 3Y | +5.5% | +73.3% | -67.8% | -25.3% |
| All | +12.0% | +107.4% | -95.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling